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"Optimal Liquidation by a Large Investor."

Ajay Subramanian (2008)

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DOI: 10.1137/050643714

access: closed

type: Journal Article

metadata version: 2020-05-20

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Ajay Subramanian:
Optimal Liquidation by a Large Investor. SIAM J. Appl. Math. 68(4): 1168-1201 (2008)

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